Combining least-squares and quantile regressions

Least-squares and quantile regressions are method of moments techniques that are typically used in isolation. A leading example where efficiency may be gained by combining least-squares and quantile regressions is one where some information on the error quantiles is available but the error distribution cannot be fully specified. This estimation problem may be cast in terms of solving an over-determined estimating equation (EE) system for which the generalized method of moments (GMM) and empirical likelihood (EL) are approaches of recognized importance. The major difficulty with implementing these techniques here is that the EEs associated with the quantiles are non-differentiable. In this paper, we develop a kernel-based smoothing technique for non-smooth EEs, and derive the asymptotic properties of the GMM and maximum smoothed EL (MSEL) estimators based on the smoothed EEs. Via a simulation study, we investigate the finite sample properties of the GMM and MSEL estimators that combine least-squares and quantile moment relationships. Applications to real datasets are also considered.     

新产品市场扩展的宏观技术经济特征:──日、美化工、电气产品的实证研究

本文通过实证研究,揭示发达国家新产品的市场扩展过程。发现新产品伴随一系列技术创新而成长,继而推动相关工业的发展；新产品市场扩展遵循Logistic扩展规律,扩展参数呈现不同的行业分布；虽然经济危机对其产生严重阻扰影响,但新产品扩展具有顽强的规律回复功能。     

基于SFA的中国银行业成本效率实证研究

本文基于随机边界模型,假定成本误差项服从截断正态分布的前提下,估算我国18家银行2001-2007年的成本效率。结果显示我国商业银行成本效率总体偏低,经营绩效落后于美国银行业,且在观测期内没有明显改善;样本银行成本效率与资产规模等因素没有显著联系,国有银行平均效率水平与股份制银行大致持平,均低于合资银行;各银行成本效率随时间推移而趋同,集中化趋势明显。     

Semiparametric ROC surface estimation for continuous diagnostic tests via polytomous logistic regression procedures

In this paper, we propose a semiparametric method of estimating receiver operating characteristic (ROC) surfaces for continuous diagnostic tests under density ratio models. Implementation of our method is easy since the usual polytomous logistic regression procedures in many statistical software packages can be employed. A simulated example is provided to facilitate the implementation of our method. Simulation results show that the proposed semiparametric ROC surface estimator is more efficient than the nonparametric counterpart and the parametric counterpart whether the normality assumption of data holds or not. Moreover, some simulation results on the underlying semiparametric distribution function estimators are also reported. In addition, some discussions on the proposed method as well as analysis of a real data set are provided.     

Partitioning k multivariate normal populations according to equivalence with respect to a standard vector

We propose optimal procedures to achieve the goal of partitioning k multivariate normal populations into two disjoint subsets with respect to a given standard vector. Definition of good or bad multivariate normal populations is given according to their Mahalanobis distances to a known standard vector as being small or large. Partitioning k multivariate normal populations is reduced to partitioning k non-central Chi-square or non-central F distributions with respect to the corresponding non-centrality parameters depending on whether the covariance matrices are known or unknown. The minimum required sample size for each population is determined to ensure that the probability of correct decision attains a certain level. An example is given to illustrate our procedures.     

酒糟不同配比栽培平菇初探

对酒糟与棉籽壳不同比例的配方栽培平菇进行了初步探索．结果表明２５％的酒糟加７５％的棉籽壳栽平菇效果好；１００％的棉籽壳次之；酒糟和棉籽壳各占５０％产量第三；７５％酒糟加２５％棉籽壳及１００％酒糟最差，根本没出菇．     

如何提高单手投篮命中率

本文论述投篮准确性的关键在于投篮手法的正确和投篮时力量的运用适当，以及投篮要有自信心等观点，并对投篮训练提出合理化建议．     

与时俱进 开拓创新——江泽民对邓小平理论的丰富和发展

十三届四中全会以来,以江泽民为核心的第三代中央领导集体,解放思想,实事求是,紧密联系中国社会主义现代化建设与世界趋势、时代特征的实际,创造性地对邓小平理论在坚持和继承中作了进一步的丰富和发展,取得了重大理论创新成果,这是我们在新世纪迎接新挑战,全面开创社会主义现代化建设新局面的强大思想武器,必须认真学习,深刻领会.     

关于调整我国利用外商直接投资政策的研究

改革开放以来 ,我国利用外商直接投资的政策不断完善 ,目前已初步形成了比较齐全的政策体系 ,利用外商直接投资工作也取得了显著的成绩。随着国际投资趋势的变化 ,为适应加入WTO的要求 ,我国利用外商直接投资政策有必要作新的调整。本文分析了我国利用外商直接投资政策的现状 ,总结了改革开放以来我国利用外商直接投资取得的成绩以及存在的不足 ,对进一步调整我国利用外商直接投资政策提出了一些建议。     

电波传播附加时延修正的软件实现

给出并用C语言实现了一种基于观测的大范围电波传播附加时延的修正方法 ,这对具有授时、定位等功能的无线电工程系统具有重要的意义